Permutation-based simultaneous confidence bounds for the false discovery proportion
From MaRDI portal
Abstract: When multiple hypotheses are tested, interest is often in ensuring that the proportion of false discoveries (FDP) is small with high confidence. In this paper, confidence upper bounds for the FDP are constructed, which are simultaneous over all rejection cut-offs. In particular this allows the user to select a set of hypotheses post hoc such that the FDP lies below some constant with high confidence. Our method uses permutations to account for the dependence structure in the data. So far only Meinshausen provided an exact, permutation-based and computationally feasible method for simultaneous FDP bounds. We provide an exact method, which uniformly improves this procedure. Further, we provide a generalization of this method. It lets the user select the shape of the simultaneous confidence bounds. This gives the user more freedom in determining the power properties of the method. Interestingly, several existing permutation methods, such as Significance Analysis of Microarrays (SAM) and Westfall and Young's maxT method, are obtained as special cases.
Recommendations
- False discovery proportion estimation by permutations: confidence for significance analysis of microarrays
- Control of generalized error rates in multiple testing
- Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing
- Generalizations of the familywise error rate
- On stepdown control of the false discovery proportion
Cited in
(22)- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings
- Only closed testing procedures are admissible for controlling false discovery proportions
- Some first inferential tools for spatial regression with differential regularization
- Semi-supervised multiple testing
- Consistency of invariance-based randomization tests
- Permutation tests under a rotating sampling plan with clustered data
- Post hoc confidence bounds on false positives using reference families
- Controlling the false discovery exceedance for heterogeneous tests
- False Discovery Control for Multiple Tests of Association Under General Dependence
- False discovery proportion estimation by permutations: confidence for significance analysis of microarrays
- Estimation of false discovery rate using sequential permutation \(p\)-values
- Permutation testing in high-dimensional linear models: an empirical investigation
- Another Look at the Lady Tasting Tea and Differences Between Permutation Tests and Randomisation Tests
- Estimating the proportion of signal variables under arbitrary covariance dependence
- Confidence and discoveries with e-values
- Permutation-based true discovery proportions for functional magnetic resonance imaging cluster analysis
- An Empirical Bayes Approach to Controlling the False Discovery Exceedance
- On the Term “Randomization Test”
- FDP control in mass-univariate linear models using the residual bootstrap
- Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections
- Flexible control of the median of the false discovery proportion
- Nonparametric methods controlling the median of the false discovery proportion
This page was built for publication: Permutation-based simultaneous confidence bounds for the false discovery proportion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5859768)
